CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 1.1595 1.1603 0.0008 0.1% 1.1769
High 1.1634 1.1603 -0.0031 -0.3% 1.1831
Low 1.1574 1.1540 -0.0035 -0.3% 1.1604
Close 1.1598 1.1540 -0.0058 -0.5% 1.1604
Range 0.0060 0.0064 0.0004 5.8% 0.0228
ATR 0.0057 0.0058 0.0000 0.8% 0.0000
Volume 88 45 -43 -48.9% 175
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1751 1.1709 1.1574
R3 1.1688 1.1645 1.1557
R2 1.1624 1.1624 1.1551
R1 1.1582 1.1582 1.1545 1.1571
PP 1.1561 1.1561 1.1561 1.1555
S1 1.1518 1.1518 1.1534 1.1508
S2 1.1497 1.1497 1.1528
S3 1.1434 1.1455 1.1522
S4 1.1370 1.1391 1.1505
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2362 1.2211 1.1729
R3 1.2135 1.1983 1.1667
R2 1.1907 1.1907 1.1646
R1 1.1756 1.1756 1.1625 1.1718
PP 1.1680 1.1680 1.1680 1.1661
S1 1.1528 1.1528 1.1583 1.1490
S2 1.1452 1.1452 1.1562
S3 1.1225 1.1301 1.1541
S4 1.0997 1.1073 1.1479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1831 1.1540 0.0292 2.5% 0.0065 0.6% 0% False True 50
10 1.1884 1.1540 0.0344 3.0% 0.0044 0.4% 0% False True 35
20 1.1959 1.1540 0.0419 3.6% 0.0043 0.4% 0% False True 44
40 1.2003 1.1540 0.0464 4.0% 0.0045 0.4% 0% False True 39
60 1.2121 1.1540 0.0582 5.0% 0.0055 0.5% 0% False True 43
80 1.2578 1.1540 0.1039 9.0% 0.0054 0.5% 0% False True 40
100 1.2827 1.1540 0.1288 11.2% 0.0048 0.4% 0% False True 33
120 1.2827 1.1540 0.1288 11.2% 0.0048 0.4% 0% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1873
2.618 1.1769
1.618 1.1706
1.000 1.1667
0.618 1.1642
HIGH 1.1603
0.618 1.1579
0.500 1.1571
0.382 1.1564
LOW 1.1540
0.618 1.1500
1.000 1.1476
1.618 1.1437
2.618 1.1373
4.250 1.1270
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 1.1571 1.1632
PP 1.1561 1.1601
S1 1.1550 1.1570

These figures are updated between 7pm and 10pm EST after a trading day.

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